Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1450417.5412 | 1371934.0225 | 78483.5187 | 5734020.3706 | 7838279.2453 | -2104258.8747 |
Total P&L (%) | 1450.4175 | 1371.934 | 78.4835 | 5734.0204 | 7838.2792 | -2104.2589 |
Avg Daily Profit (%) | 0.794 | 0.7511 | 0.043 | 0.2229 | 0.2398 | 0 |
Buy And Hold Return (%) | 669.0264 | 669.0264 | 669.0264 | 669.0264 | 669.0264 | 669.0264 |
Max Trade Drawdown | -144389 | -78122 | -83211 | -26217593 | -14262748 | -15126846 |
Profit Factor | 3.7779 | 6.7137 | 1.2783 | 1.1235 | 1.3751 | 0.9176 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 39.0244 | 36.5854 | 41.4634 | 39.0244 | 36.5854 | 41.4634 |
Ratio Avg Win / Avg Loss | 5.9029 | 11.6371 | 1.8046 | 1.7555 | 2.3835 | 1.2954 |
Largest Winning Trade | 725254 | 725254 | 77075 | 14126017 | 14126017 | 7092041 |
Largest Losing Trade | -28496 | -18731 | -28496 | -4616651 | -3596261 | -4616651 |
Avg Bars in Trades | 130 | 120 | 140 | 130 | 120 | 140 |
Avg Bars in Winners | 220 | 201 | 238 | 220 | 201 | 238 |
Avg Bars in Losers | 72 | 74 | 71 | 72 | 74 | 71 |
Bars Traded | 10711 | 4944 | 5767 | 10711 | 4944 | 5767 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 43147 | 343569 | -303519 | -88392 | 174617 | -582395 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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